-5.0%
SLB vs HUT
+194.0%
-199.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +14.6% | -14.0% | -0.6% |
| 7D | -7.1% | -11.4% | +4.3% | -6.6% |
| 30D | +4.1% | -41.0% | +45.1% | +7.6% |
| 3M | -2.6% | -41.9% | +39.3% | +0.3% |
| 6M | -8.6% | -51.7% | +43.1% | -5.3% |
| YTD | +32.2% | +14.6% | +17.6% | +25.9% |
| 1Y | +40.7% | +21.4% | +19.3% | +32.3% |
| 3Y | -4.5% | +359.8% | -364.4% | -25.6% |
| 5Y | +66.4% | -27.5% | +93.8% | +39.2% |
| All | -5.0% | +194.0% | -199.0% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling